Thanks, I guess I didn't search hard enough, I just found exactly what I was looking for, I'll repost it here in case anymore else is looking for the same:
Open the registry:
Start > Run > regedit
In the registry go to:
HKEY_CURRENT_USER \ Control Panel \ Personalization \ Desktop Slideshow
The value assigned to "Interval" should be modified.
By double clicking on it there is a window that appears.
Select Decimal and set the time (in milliseconds).
For a 10 seconds delay...